MarketData
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Fixed Income And Currency Market
25 Jun 2017
5 year OIS pricing in rate cuts, 10 year gsec yield to fall below repo rate
Five year OIS (Overnight Index Swap) yield fell by 10bps week on week to close at levels of 6.21%. One year OIS yield fell by 1bps to close at 6.20%.
Arjun Parthasarathy
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